Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47454.56 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46056.57 Kr¶

PnL: ---------------------------------------> -832.0 Kr¶

DD now: ---------------------------------> -2.417 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 17:01:50.121333'

Anic Portfolio¶

Today¶

Return: 0.306 %¶

This Week¶

Return: -0.957 %¶

Total¶

Return: 55.354 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.630000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 -0.510000 786.800000 113.800000 16.910000 673.000000
Nordea Bank Abp 29 0.680000 3507.260000 53.260000 1.540000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.410000 407.000000 52.000000 14.650000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.790000 3416.000000 39.000000 1.150000 3377.000000
Corem Property Group B 59 2.760000 615.370000 38.370000 6.650000 576.999999
Resurs Holding 22 2.520000 608.740000 34.740000 6.050000 573.999998
Swedbank A 3 2.340000 589.350000 25.350000 4.490000 564.000000
AcadeMedia 12 -0.290000 576.960000 19.960000 3.580000 557.000004
Boozt 12 0.070000 1672.800000 18.800000 1.140000 1653.999996
Intrum 4 0.070000 545.200000 18.200000 3.450000 527.000000
OEM International B 7 -0.130000 545.300000 17.300000 3.280000 527.999997
Securitas B 6 1.940000 587.280000 17.280000 3.030000 570.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 3.990000 256.560000 10.560000 4.290000 246.000000
Norva24 Group 16 -0.120000 553.280000 10.280000 1.890000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 0.750000 539.600000 7.600000 1.430000 532.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 -0.440000 565.740000 -17.260000 -2.960000 582.999984
International Petroleum Corp. 5 3.990000 574.000000 -20.570000 -3.460000 594.565215
CTEK 13 -4.750000 505.440000 -28.560000 -5.350000 533.999999
Essity B 2 -2.840000 533.600000 -40.400000 -7.040000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.370000 1072.000000 -77.000000 -6.700000 1149.000000
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.560000 2787.200000 -183.800000 -6.190000 2971.000006
OX2 18 1.710000 1442.700000 -221.300000 -13.300000 1663.999992
Axfood 13 0.300000 3478.800000 -277.200000 -7.380000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 46056.570000 -832.000000 -2.41689% 46888.564618

Updated:¶

'2023-01-27 17:02:03.395891'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶